Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'110 CHF | 29'450 CHF | 100.00% | 100.00% |
20.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 96'320 | 50'000 | 53'284 CHF | 28'173 CHF | 100.00% | 100.00% |
19.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'137 | 50'000 | 51'506 CHF | 26'219 CHF | 99.94% | 99.94% |
18.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'223 CHF | 27'111 CHF | 100.00% | 100.00% |
15.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'594 CHF | 27'297 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 50'870 CHF | 28'761 CHF | 99.44% | 99.44% |
13.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'021 | 49'819 | 51'384 CHF | 28'941 CHF | 98.88% | 98.88% |
12.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'641 CHF | 30'300 CHF | 100.00% | 100.00% |
11.11.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 84'109 | 50'000 | 52'671 CHF | 31'827 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'668 | 50'000 | 51'344 CHF | 32'331 CHF | 88.69% | 88.69% |